IpLowRankUpdateSymMatrix.hpp

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// Copyright (C) 2005, 2008 International Business Machines and others.
// All Rights Reserved.
// This code is published under the Eclipse Public License.
//
// $Id: IpLowRankUpdateSymMatrix.hpp 2269 2013-05-05 11:32:40Z stefan $
//
// Authors:  Andreas Waechter            IBM    2005-12-25

#ifndef __IPLOWRANKUPDATESYMMATRIX_HPP__
#define __IPLOWRANKUPDATESYMMATRIX_HPP__

#include "IpUtils.hpp"
#include "IpSymMatrix.hpp"
#include "IpMultiVectorMatrix.hpp"

namespace Ipopt
{

  /* forward declarations */
  class LowRankUpdateSymMatrixSpace;

  class LowRankUpdateSymMatrix : public SymMatrix
  {
  public:


    LowRankUpdateSymMatrix(const LowRankUpdateSymMatrixSpace* owner_space);

    ~LowRankUpdateSymMatrix();

    void SetDiag(const Vector& D)
    {
      D_ = &D;
      ObjectChanged();
    }

    SmartPtr<const Vector> GetDiag() const
    {
      return D_;
    }

    void SetV(const MultiVectorMatrix& V)
    {
      V_ = &V;
      ObjectChanged();
    }

    SmartPtr<const MultiVectorMatrix> GetV() const
    {
      return V_;
    }

    void SetU(const MultiVectorMatrix& U)
    {
      U_ = &U;
      ObjectChanged();
    }

    SmartPtr<const MultiVectorMatrix> GetU() const
    {
      return U_;
    }

    SmartPtr<const Matrix> P_LowRank() const;

    SmartPtr<const VectorSpace> LowRankVectorSpace() const;

    bool ReducedDiag() const;

  protected:
    virtual void MultVectorImpl(Number alpha, const Vector& x,
                                Number beta, Vector& y) const;

    virtual bool HasValidNumbersImpl() const;

    virtual void ComputeRowAMaxImpl(Vector& rows_norms, bool init) const;

    virtual void ComputeColAMaxImpl(Vector& cols_norms, bool init) const;

    virtual void PrintImpl(const Journalist& jnlst,
                           EJournalLevel level,
                           EJournalCategory category,
                           const std::string& name,
                           Index indent,
                           const std::string& prefix) const;

  private:
    LowRankUpdateSymMatrix();

    LowRankUpdateSymMatrix(const LowRankUpdateSymMatrix&);

    void operator=(const LowRankUpdateSymMatrix&);

    SmartPtr<const LowRankUpdateSymMatrixSpace> owner_space_;

    SmartPtr<const Vector> D_;

    SmartPtr<const MultiVectorMatrix> V_;

    SmartPtr<const MultiVectorMatrix> U_;
  };

  class LowRankUpdateSymMatrixSpace : public SymMatrixSpace
  {
  public:
    LowRankUpdateSymMatrixSpace(Index dim,
                                SmartPtr<const Matrix> P_LowRank,
                                SmartPtr<const VectorSpace> LowRankVectorSpace,
                                bool reduced_diag)
        :
        SymMatrixSpace(dim),
        P_LowRank_(P_LowRank),
        lowrank_vector_space_(LowRankVectorSpace),
        reduced_diag_(reduced_diag)
    {
      DBG_ASSERT(IsValid(lowrank_vector_space_));
    }

    virtual ~LowRankUpdateSymMatrixSpace()
    {}

    virtual SymMatrix* MakeNewSymMatrix() const
    {
      return MakeNewLowRankUpdateSymMatrix();
    }

    LowRankUpdateSymMatrix* MakeNewLowRankUpdateSymMatrix() const
    {
      return new LowRankUpdateSymMatrix(this);
    }

    SmartPtr<const Matrix> P_LowRank() const
    {
      return P_LowRank_;
    }

    SmartPtr<const VectorSpace> LowRankVectorSpace() const
    {
      return lowrank_vector_space_;
    }

    bool ReducedDiag() const
    {
      return reduced_diag_;
    }

  private:
    LowRankUpdateSymMatrixSpace();

    LowRankUpdateSymMatrixSpace(const LowRankUpdateSymMatrixSpace&);

    void operator=(const LowRankUpdateSymMatrixSpace&);

    SmartPtr<const Matrix> P_LowRank_;

    SmartPtr<const VectorSpace> lowrank_vector_space_;

    bool reduced_diag_;
  };

  inline
  SmartPtr<const Matrix> LowRankUpdateSymMatrix::P_LowRank() const
  {
    return owner_space_->P_LowRank();
  }

  inline
  SmartPtr<const VectorSpace> LowRankUpdateSymMatrix::LowRankVectorSpace() const
  {
    return owner_space_->LowRankVectorSpace();
  }

  inline
  bool LowRankUpdateSymMatrix::ReducedDiag() const
  {
    return owner_space_->ReducedDiag();
  }

} // namespace Ipopt
#endif